The following pages link to (Q4272815):
Displaying 27 items.
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Heteroscedastic symmetrical linear models (Q127161) (← links)
- Combinatorial EM algorithms (Q260980) (← links)
- Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances (Q391528) (← links)
- On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution (Q715499) (← links)
- Robust diagnostics for the heteroscedastic regression model (Q901570) (← links)
- On diagnostics in double generalized linear models (Q1615127) (← links)
- Using the EM algorithm to weight data sets of unknown precision when modelling fish stocks (Q1876215) (← links)
- Efficient semiparametric estimation via Cholesky decomposition for longitudinal data (Q1942910) (← links)
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
- A new algorithm for fitting semi-parametric variance regression models (Q2135905) (← links)
- Kriging a soil variable with a simple nonstationary variance model (Q2260093) (← links)
- Identification of dispersion effects in replicated two-level fractional factorial experiments (Q2320876) (← links)
- Joint modeling of location and scale parameters of the skew-normal distribution (Q2350393) (← links)
- Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
- Covariance matrix estimation using repeated measurements when data are incomplete (Q2570712) (← links)
- LEVERAGE ADJUSTMENTS FOR DISPERSION MODELLING IN GENERALIZED NONLINEAR MODELS (Q2810400) (← links)
- A RESTRICTED MAXIMUM LIKELIHOOD PROCEDURE FOR ESTIMATING THE VARIANCE FUNCTION OF AN IMMUNOASSAY (Q3530177) (← links)
- Regression Model Selection—A Residual Likelihood Approach (Q4670769) (← links)
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions (Q5107518) (← links)
- A linear model-based test for the heterogeneity of conditional correlations (Q5124924) (← links)
- Variable selection in joint mean and variance models of Box–Cox transformation (Q5127117) (← links)
- Bayesian analysis of generalized elliptical semi-parametric models (Q5138101) (← links)
- Variable selection in joint location and scale models of the skew-normal distribution (Q5218865) (← links)
- On variable selection in joint modeling of mean and dispersion (Q6032769) (← links)
- On the inefficiency of the restricted maximum likelihood (Q6066200) (← links)
